Seminar: Conditional Expectation Estimates for Discrete Control

SpeakerSteffen Grunewalder
AffiliationUCL
DateFriday, 09 Nov 2012
Time12:30 - 14:00
LocationCruciform B404 - LT2
Event seriesDeepMind CSML Seminar Series
Description

I will talk about estimates of conditional expectations and their application to control problems in discrete time and space. I will show empirical performance of the approach and will sketch a proof of convergence to the best possible strategy. If time permits, I will discuss the discrete time and continuous space setting and show how the proof can be extended to this case.

Joint work with Guy Lever, Luca Baldassarre, Massi Pontil & Arthur Gretton.

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